I would like a setting similar to the page properties "cache" setting that lets you set whether a document will respond with the proper cache headers and timestamps, so that the browser doesn't request the resource every single page view (including even the user navigation backwards with some browsers). This would allow the server to respond with an HTTP 304 Not Modified header. Having a setting per document would allow you to control if a particular document is okay to be stale after a change for a little while. This would be very important for images, PDFs, and other things that will get downloaded a lot but won't change that often.

As it is, my Kentico sites burn through a lot more bandwidth than is necessary because of their 'safe' cache-control header settings.